+26.9%
XYZ vs LBRT
-25.8%
+52.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.6% |
| 7D | -1.0% | +8.3% | -9.2% | -0.3% |
| 30D | -1.7% | +6.1% | -7.8% | -1.2% |
| 3M | +16.7% | -34.8% | +51.5% | +11.7% |
| 6M | +26.9% | -24.8% | +51.7% | +27.4% |
| All | +26.9% | -25.8% | +52.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling